+128.7%
PM vs TXG
-63.6%
+192.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | +0.5% |
| 7D | -1.2% | +9.1% | -10.3% | -1.1% |
| 30D | -0.2% | +14.9% | -15.0% | -0.1% |
| 3M | +4.9% | +120.0% | -115.1% | +5.2% |
| 6M | +9.0% | +221.8% | -212.8% | +9.2% |
| YTD | +17.8% | +312.6% | -294.8% | +17.7% |
| 1Y | +16.8% | +398.4% | -381.6% | +16.3% |
| 3Y | +125.4% | +42.1% | +83.4% | +132.7% |
| 5Y | +128.7% | -63.5% | +192.1% | +126.5% |
| All | +128.7% | -63.6% | +192.3% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling